-20.7%
CHWY vs URA
-1.7%
-19.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.3% | -9.5% | -10.7% |
| 7D | -14.1% | +5.7% | -19.9% | -14.6% |
| 30D | -8.1% | +5.6% | -13.7% | -8.8% |
| 3M | +1.7% | +6.2% | -4.5% | +1.5% |
| 6M | -20.7% | -8.2% | -12.4% | -19.7% |
| All | -20.7% | -1.7% | -19.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling